+216.0%
C vs OWL
-12.9%
+228.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.2% | +1.5% | +2.6% | +3.5% |
| 30D | +2.0% | +13.4% | -11.5% | -2.8% |
| 3M | -10.1% | -21.2% | +11.1% | -2.8% |
| 6M | +1.0% | +4.0% | -3.0% | -2.1% |
| YTD | +8.5% | -29.0% | +37.5% | +21.1% |
| 1Y | +25.7% | -28.4% | +54.2% | +39.4% |
| 3Y | +216.0% | -14.5% | +230.5% | +239.4% |
| All | +216.0% | -12.9% | +228.9% | +239.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling